PREVIEW / futures_30min / 2009-10-22

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-10-22.parquet
  size:    69 KB
  rows:    2,466

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2009-10-22 00:00:00	ES	Futures	1042.28	1042.52	1041.55	1041.55	1979.0
2009-10-22 00:30:00	ES	Futures	1041.55	1043.49	1041.55	1043.25	1766.0
2009-10-22 01:00:00	ES	Futures	1043.25	1044.7	1043.01	1044.46	2057.0
2009-10-22 01:30:00	ES	Futures	1044.46	1044.7	1043.25	1043.98	1851.0
2009-10-22 02:00:00	ES	Futures	1044.22	1044.7	1042.76	1043.98	5371.0
2009-10-22 02:30:00	ES	Futures	1043.98	1043.98	1042.52	1043.73	4718.0
2009-10-22 03:00:00	ES	Futures	1043.49	1045.19	1041.07	1044.94	26577.0
2009-10-22 03:30:00	ES	Futures	1044.94	1044.94	1042.28	1043.98	12833.0
2009-10-22 04:00:00	ES	Futures	1043.98	1043.98	1041.07	1041.8	11372.0
2009-10-22 04:30:00	ES	Futures	1041.55	1042.52	1038.65	1040.1	18231.0
2009-10-22 05:00:00	ES	Futures	1040.1	1041.31	1039.62	1040.58	9257.0
2009-10-22 05:30:00	ES	Futures	1040.83	1042.04	1039.62	1042.04	7355.0
2009-10-22 06:00:00	ES	Futures	1041.8	1042.76	1040.1	1040.83	10255.0
2009-10-22 06:30:00	ES	Futures	1040.83	1043.73	1040.58	1043.01	13817.0
2009-10-22 07:00:00	ES	Futures	1043.01	1043.73	1042.04	1042.28	7468.0
2009-10-22 07:30:00	ES	Futures	1042.04	1043.73	1042.04	1043.25	12089.0
2009-10-22 08:00:00	ES	Futures	1043.49	1046.88	1042.76	1044.7	39668.0
2009-10-22 08:30:00	ES	Futures	1044.7	1045.67	1042.04	1042.28	52224.0
2009-10-22 09:00:00	ES	Futures	1042.52	1044.46	1041.55	1043.98	32359.0
2009-10-22 09:30:00	ES	Futures	1043.98	1046.88	1038.89	1040.83	255471.0
2009-10-22 10:00:00	ES	Futures	1040.83	1043.49	1036.95	1042.28	240092.0
2009-10-22 10:30:00	ES	Futures	1042.28	1044.94	1040.34	1044.46	149724.0
2009-10-22 11:00:00	ES	Futures	1044.22	1046.16	1043.73	1044.7	103979.0
2009-10-22 11:30:00	ES	Futures	1044.7	1046.88	1043.73	1044.46	87036.0
2009-10-22 12:00:00	ES	Futures	1044.46	1045.67	1042.76	1043.25	49984.0
2009-10-22 12:30:00	ES	Futures	1043.25	1048.09	1043.25	1046.88	76025.0
2009-10-22 13:00:00	ES	Futures	1047.12	1047.61	1045.43	1046.64	42875.0
2009-10-22 13:30:00	ES	Futures	1046.4	1047.61	1045.43	1047.12	57037.0
2009-10-22 14:00:00	ES	Futures	1047.37	1053.42	1047.12	1053.18	208148.0
2009-10-22 14:30:00	ES	Futures	1052.94	1054.88	1052.7	1054.15	144311.0
2009-10-22 15:00:00	ES	Futures	1054.15	1058.27	1053.66	1057.3	175349.0
2009-10-22 15:30:00	ES	Futures	1057.3	1057.54	1054.15	1054.63	176053.0
2009-10-22 16:00:00	ES	Futures	1054.63	1057.06	1053.66	1057.06	94997.0
2009-10-22 16:30:00	ES	Futures	1056.57	1057.3	1055.84	1057.06	8659.0
2009-10-22 17:00:00	ES	Futures	1057.3	1057.3	1056.81	1057.3	1978.0
2009-10-22 18:00:00	ES	Futures	1057.06	1058.02	1057.06	1057.78	3386.0
2009-10-22 18:30:00	ES	Futures	1058.02	1059.24	1057.54	1058.99	1885.0
2009-10-22 19:00:00	ES	Futures	1058.75	1059.48	1058.75	1059.24	910.0
2009-10-22 19:30:00	ES	Futures	1059.24	1059.96	1058.75	1059.48	2440.0
2009-10-22 20:00:00	ES	Futures	1059.72	1059.72	1058.27	1058.99	1953.0
2009-10-22 20:30:00	ES	Futures	1059.24	1059.48	1057.78	1058.02	2077.0
2009-10-22 21:00:00	ES	Futures	1058.02	1058.99	1057.78	1058.75	1097.0
2009-10-22 21:30:00	ES	Futures	1058.75	1058.99	1058.02	1058.27	1830.0
2009-10-22 22:00:00	ES	Futures	1058.27	1058.99	1058.27	1058.75	2053.0
2009-10-22 22:30:00	ES	Futures	1058.99	1059.72	1058.75	1059.48	2350.0
2009-10-22 23:00:00	ES	Futures	1059.72	1060.45	1059.48	1059.96	2653.0
2009-10-22 23:30:00	ES	Futures	1059.96	1060.69	1059.72	1059.96	2187.0
2009-10-22 00:00:00	NQ	Futures	1992.37	1992.65	1990.37	1990.37	110.0
2009-10-22 00:30:00	NQ	Futures	1990.94	1994.08	1990.94	1993.51	177.0
2009-10-22 01:00:00	NQ	Futures	1993.51	1996.07	1993.22	1995.79	153.0

> showing 50 of 2,466 rows — these rows as CSV

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